Don't worry about doing poorly. Join iron or whatever the lowest division is in your league of choice. For the most part, these divisions are designed for people with no or little comp experience. As long as you know what job your class is supposed to fill you'll be fine.

You can join lobbies, but please at least have some sort of competitive knowledge beforehand. Just look at some videos or high level gameplay of your class before you join a lobby. It really pisses me off when new players join a lobby on my team and they have absolutely no idea what they are doing, then get mad at us for being mad at them because they were too lazy to just do a little research that could have benefit them greatly. A good resource to learn is comp.tf, and if you want high level pov's (well, not all are high, but they certainly aren't the lowest div), go here and watch some videos of a class you think you want to play in a lobby. That way you have an idea of what you should be doing, rather than walking around like a headless chicken dying and having your teammates frustrated with you.

Lobbies are an okay but mildly soul-crushing way to learn how to play comp-format games. Definitely play a few, but don't take it too hard if someone gets really mad at you. Just ask questions, do some research, and make an effort to understand what you're doing right/wrong. If you do that, you'll be just fine.

What classes are you interested in? Also, what format of competitive play?

You shouldn't care what you're good at. You should play whatever you want to play.

I play pocket soldier for my team and I hate it, but I'm better at it. If you don't like Engineer, there will come a day where you are sick of the class but can't justify switching to another class because you're irreplaceable and you don't have the experience on other classes to perform as well.

keep in mind support roles in general can become relatively tedious in competitive. helping your team with dispensers and sentries can be lots of fun, but improving at playing a support role like engineer or pyro can often be a lot less fun and rewarding than improving at a fragging/maincalling class.

i'm not trying to force you to main a certain class but there's a lot to keep in mind when picking a class to practice

Engineer is my favorite class not because "hurrr its easy and I can't aim" but because he is a unique blend of support and combat. The class gives you alot of options as far as playstyle goes and can be extremely rewarding if you are good.

That is your opinion. I enjoy the varied styles of engineer play, I enjoy being able to support my team and be able to deal damage, I enjoy the fact that game sense is more important than raw DM. I play scout in 6's that is enough fast paced DM for me, in HL I prefer a more methodical class.